KMS Of Academy of mathematics and systems sciences, CAS
| A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION | |
| Zhang, Keke1; Liu, Hongwei1; Liu, Zexian2 | |
| 2021 | |
| Source Publication | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| ISSN | 0254-9409 |
| Volume | 39Issue:2Pages:159-177 |
| Abstract | A new adaptive subspace minimization three-term conjugate gradient algorithm with nonmonotone line search is introduced and analyzed in this paper. The search directions are computed by minimizing a quadratic approximation of the objective function on special subspaces, and we also proposed an adaptive rule for choosing different searching directions at each iteration. We obtain a significant conclusion that the each choice of the search directions satisfies the sufficient descent condition. With the used nonmonotone line search, we prove that the new algorithm is globally convergent for general nonlinear functions under some mild assumptions. Numerical experiments show that the proposed algorithm is promising for the given test problem set. |
| Keyword | Conjugate gradient method Nonmonotone line search Subspace minimization Sufficient descent condition Global convergence |
| DOI | 10.4208/jcm.1907-m2018-0173 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Science Foundation of China[11901561] ; China Postdoctoral Science Foundation[2019M660833] ; Guangxi Natural Science Foundation[2018GXNSFBA281180] |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Applied ; Mathematics |
| WOS ID | WOS:000587616400001 |
| Publisher | GLOBAL SCIENCE PRESS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/52431 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Zhang, Keke |
| Affiliation | 1.Xidian Univ, Sch Math & Stat, Xian 710126, Peoples R China 2.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, AMSS, Beijing 100190, Peoples R China |
| Recommended Citation GB/T 7714 | Zhang, Keke,Liu, Hongwei,Liu, Zexian. A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2021,39(2):159-177. |
| APA | Zhang, Keke,Liu, Hongwei,&Liu, Zexian.(2021).A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION.JOURNAL OF COMPUTATIONAL MATHEMATICS,39(2),159-177. |
| MLA | Zhang, Keke,et al."A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION".JOURNAL OF COMPUTATIONAL MATHEMATICS 39.2(2021):159-177. |
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